JSM 2011 Online Program

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Abstract Details

Activity Number: 587
Type: Contributed
Date/Time: Wednesday, August 3, 2011 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistics and the Environment
Abstract - #302259
Title: Long-Term Projection on Precipitation Regime of Thrace Basin of Turkey via Nonlinear Time Series Models
Author(s): Sipan Aslan*+ and Ceylan Yozgatligil and Inci Batmaz
Companies: Middle East Technical University and Middle East Technical University and Middle East Technical University
Address: Department of Statistics, , 9006531, Turkey
Keywords: Nonlinear Time Series ; Precipitation ; Forecasting ; SETAR ; LSTAR ; NARX
Abstract:

Thrace basin of Turkey is located between Mediterranean Sea and the Balkan Peninsula, it is surrounded by the Aegean Sea, the Marmara Sea and the Black Sea. Thrace basin known as transition zone of surrounding climate systems for this reason climate of Thrace region and precipitation regime is not consistent. In some years the Black Sea climate or the Mediterranean climate can have an effect on this area. The aim of the study is to clarify unstable precipitation regime and to make a long term projection on it via Nonlinear Autoregressive Models such as Self-Exciting Threshold Auto Regressive (SETAR), Logistic Smooth Transition Autoregressive (LSTAR) and Nonlinear Autoregressive with eXogenous variable (NARX) models. Results of linear parametric time series models such as Seasonal Auto Regressive Integrated Moving Average (SARIMA) and Seasonal Dummy Models are also compared with the nonlinear ones. We used monthly and annual total precipitation observations of land observatories from which are located on Thrace basin of Turkey.


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